On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On residual empirical processes of GARCH-SM models: application to conditional symmetry tests |
scientific article; zbMATH DE number 5697508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On residual empirical processes of GARCH-SM models: application to conditional symmetry tests |
scientific article; zbMATH DE number 5697508 |
Statements
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (English)
0 references
22 April 2010
0 references
AR-GARCH model
0 references
asymptotic normality
0 references
consistency
0 references
goodness-of-fit
0 references
residual law
0 references
weak representation
0 references
0 references
0 references
0 references
0 references
0.8639307022094727
0 references
0.8381025195121765
0 references
